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Low-rank matrix approximation play a ubiquitous role in various applications such as image processing, signal processing, and data analysis. Recently, random algorithms of low-rank matrix approximation have gained widespread adoption due to…

Numerical Analysis · Mathematics 2024-04-29 Weijie Shen , Weiwei Xu , Lei Zhu

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

Low rank approximation is an important tool used in many applications of signal processing and machine learning. Recently, randomized sketching algorithms were proposed to effectively construct low rank approximations and obtain approximate…

Information Theory · Computer Science 2018-09-11 Shashanka Ubaru , Arya Mazumdar , Yousef Saad

An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…

Numerical Analysis · Computer Science 2018-08-15 Maboud F. Kaloorazi , Rodrigo C. de Lamare

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Numerical Analysis · Mathematics 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

Low-rank matrix approximation plays an increasingly important role in signal and image processing applications. This paper presents a new rank-revealing decomposition method called randomized rank-revealing UZV decomposition (RRR-UZVD).…

Numerical Analysis · Computer Science 2018-11-22 Maboud F. Kaloorazi , Rodrigo C. de Lamare

Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

Numerical Analysis · Computer Science 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong

In this work, we propose an alternating low-rank decomposition (ALRD) approach and novel subspace algorithms for direction-of-arrival (DOA) estimation. In the ALRD scheme, the decomposition matrix for rank reduction is composed of a set of…

Information Theory · Computer Science 2016-04-18 Yunlong Cai , Linzheng Qiu , Rodrigo C. de Lamare , Minjian Zhao

Low-rank decomposition (LRD) is a state-of-the-art method for visual data reconstruction and modelling. However, it is a very challenging problem when the image data contains significant occlusion, noise, illumination variation, and…

Computer Vision and Pattern Recognition · Computer Science 2017-08-08 Chen Chen , Baochang Zhang , Alessio Del Bue , Vittorio Murino

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

In this paper, we present a Rank Revealing Randomized Singular Value Decomposition (R3SVD) algorithm to incrementally construct a low-rank approximation of a potentially large matrix while adaptively estimating the appropriate rank that can…

Numerical Analysis · Computer Science 2016-05-27 Hao Ji , Wenjian Yu , Yaohang Li

Let $A$ be an $m \times n$ matrix with rank $r$ and spectral decomposition $A = \sum_{i=1}^r \sigma_i u_i v_i^\top,$ where $\sigma_i$ are its singular values, ordered decreasingly, and $u_i, v_i$ are the corresponding left and right…

Numerical Analysis · Mathematics 2026-03-17 Phuc Tran , Van Vu

This work presents a data-driven framework for fast forward and inverse analysis in topology optimization (TO) by combining Rank Reduction Autoencoders (RRAEs) with neural latent-space mappings. The methodology targets the efficient…

Low-rank approximation is a fundamental technique in modern data analysis, widely utilized across various fields such as signal processing, machine learning, and natural language processing. Despite its ubiquity, the mechanics of low-rank…

Machine Learning · Computer Science 2024-08-13 Jun Lu

The low-rank matrix approximation problems within a threshold are widely applied in information retrieval, image processing, background estimation of the video sequence problems and so on. This paper presents an adaptive randomized…

Numerical Analysis · Mathematics 2025-08-12 Qiaohua Liu , Yuejuan Yu

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…

Machine Learning · Computer Science 2019-10-31 Piotr Indyk , Ali Vakilian , Yang Yuan

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

Low-rank matrix approximations play a fundamental role in numerical linear algebra and signal processing applications. This paper introduces a novel rank-revealing matrix decomposition algorithm termed Compressed Randomized UTV (CoR-UTV)…

Numerical Analysis · Computer Science 2018-10-18 M. Kaloorazi , R. C. de Lamare
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